+1.5%
HON vs LNG
+228.1%
-226.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.5% | -4.7% | +1.2% | -2.9% |
| 30D | -13.8% | +3.8% | -17.6% | -14.2% |
| 3M | -11.7% | +16.2% | -27.8% | -13.6% |
| 6M | -18.7% | +11.7% | -30.4% | -20.6% |
| YTD | +0.2% | +44.2% | -44.0% | -6.4% |
| 1Y | -3.1% | +18.6% | -21.6% | -6.4% |
| 3Y | +17.0% | +77.4% | -60.4% | +5.3% |
| All | +1.5% | +228.1% | -226.7% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling